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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
-5.13%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$3.3B
AUM Growth
+$482M
Cap. Flow
+$754M
Cap. Flow %
22.83%
Top 10 Hldgs %
7.55%
Holding
3,324
New
1,158
Increased
808
Reduced
538
Closed
780

Top Buys

Rank Stock Value
1
IEFA icon
iShares Core MSCI EAFE ETF
IEFA
+$10.3M
2
INTC icon
Intel
INTC
+$9.7M
3
AAPL icon
Apple
AAPL
+$7.99M
4
AAL icon
American Airlines Group
AAL
+$6.09M
5
IBM icon
IBM
IBM
+$5.52M

Top Sells

Rank Stock Value
1
QQQ icon
Invesco QQQ Trust
QQQ
+$7.06M
2
AA icon
Alcoa
AA
+$5.74M
3
NVDA icon
NVIDIA
NVDA
+$5.23M
4
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$4.93M
5
CCL icon
Carnival Corporation Ltd
CCL
+$4.64M

Sector Composition

Rank Sector Weight
1 Technology 3.34%
2 Financials 1.87%
3 Healthcare 1.84%
4 Consumer Discretionary 1.78%
5 Industrials 1.37%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ITM icon
2851
VanEck Intermediate Muni ETF
ITM
$2.14B
– –
-4,837
Closed -$221K
ITP icon
2852
IT Tech Packaging
ITP
$2.97M
– –
-4,070
Closed -$5K
IVV icon
2853
iShares Core S&P 500 ETF
IVV
$872B
– –
-2,494
Closed -$996K
IWB icon
2854
iShares Russell 1000 ETF
IWB
$48.2B
– –
-6,609
Closed -$1.37M
IWO icon
2855
iShares Russell 2000 Growth ETF
IWO
$14.3B
– –
-2,757
Closed -$569K
IYE icon
2856
iShares US Energy ETF
IYE
$1.74B
– –
-8,667
Closed -$330K
IYF icon
2857
iShares US Financials ETF
IYF
$4.67B
– –
-2,878
Closed -$201K
IYM icon
2858
iShares US Basic Materials ETF
IYM
$1.12B
– –
-3,998
Closed -$471K
IYR icon
2859
CALL
iShares US Real Estate ETF
IYR
$4.66B
– –
-8,600
Closed -$791K
IYR icon
2860
iShares US Real Estate ETF
IYR
$4.66B
– –
-14,029
Closed -$1.29M
IYW icon
2861
iShares US Technology ETF
IYW
$23.6B
– –
-2,732
Closed -$218K
JBHT icon
2862
PUT
JB Hunt Transport Services
JBHT
$25.5B
– –
-1,300
Closed -$205K
JBLU icon
2863
JetBlue
JBLU
$2.28B
– –
-151,854
Closed -$1.24M
JCI icon
2864
Johnson Controls International
JCI
$88.8B
– –
-18,880
Closed -$1M
JNK icon
2865
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.07B
– –
-20,764
Closed -$1.88M
JOBY icon
2866
Joby Aviation
JOBY
$7.03B
– –
-66,640
Closed -$327K
JSPR icon
2867
Jasper Therapeutics
JSPR
$21M
– –
-1,683
Closed -$32K
K
2868
CALL
DELISTED
Kellanova
K
– –
-8,627
Closed -$578K
K
2869
PUT
DELISTED
Kellanova
K
– –
-17,040
Closed -$1.14M
KBH icon
2870
KB Home
KBH
$3.37B
– –
-33,598
Closed -$1.01M
KBWB icon
2871
Invesco KBW Bank ETF
KBWB
$6.84B
– –
-8,890
Closed -$460K
KDP icon
2872
Keurig Dr Pepper
KDP
$42.3B
– –
-25,874
Closed -$916K
KHC icon
2873
Kraft Heinz
KHC
$30.7B
– –
-19,789
Closed -$735K
KKR icon
2874
CALL
KKR & Co
KKR
$91.1B
– –
-4,900
Closed -$227K
KOF icon
2875
Coca-Cola Femsa
KOF
$22.7B
– –
-4,238
Closed -$234K
113 114
115
116 117

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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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MCM
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Two Sigma Securities's Q3 2022 Portfolio in Review

As of Q3 2022, Two Sigma Securities held 3,324 positions worth $3.3B, up 17% from $2.82B the previous quarter. Its ten largest holdings account for 7.5% of the portfolio.

Two Sigma Securities deployed $754M of net new capital in Q3 2022, opening 1,158 new positions and adding to 808 existing holdings. Its largest new stake was iShares Core MSCI EAFE ETF: 175,296 shares worth $9.23M.

By sector, the portfolio is most concentrated in Technology at 3.3% of assets, down from 3.6% a quarter earlier, followed by Financials and Healthcare.

On the sell side, the largest reduction was Invesco QQQ Trust, an estimated $7.06M trimmed.

  • Two Sigma Securities's largest Q3 2022 buy was iShares Core MSCI EAFE ETF: 175,296 shares worth $9.23M.
  • Two Sigma Securities added most to Intel in Q3 2022, an estimated $9.7M increase.
  • Two Sigma Securities's biggest Q3 2022 reduction was Invesco QQQ Trust, cutting an estimated $7.06M.
  • Two Sigma Securities fully exited State Street SPDR S&P 500 ETF Trust in Q3 2022, selling an estimated $4.93M.
  • Two Sigma Securities's ten largest holdings make up 7.5% of its $3.3B portfolio in Q3 2022.
  • Two Sigma Securities opened 1,158 new positions and closed 780 in Q3 2022.
  • Two Sigma Securities's portfolio value rose 17% quarter-over-quarter to $3.3B.

Based on Two Sigma Securities's 13F filing for Q3 2022, filed 14 Nov 2022.